ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 16-Nov-2012

Day Change Summary
	Previous	Current
	15-Nov-2012	16-Nov-2012	Change	Change %	Previous Week
Open	134-000	134-010	0-010	0.0%	133-290
High	134-050	134-115	0-065	0.2%	134-115
Low	133-260	133-300	0-040	0.1%	133-220
Close	134-010	134-060	0-050	0.1%	134-060
Range	0-110	0-135	0-025	22.7%	0-215
ATR	0-160	0-159	-0-002	-1.1%	0-000
Volume	916,188	948,380	32,192	3.5%	3,869,885

Daily Pivots for day following 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-137	135-073	134-134
R3	135-002	134-258	134-097
R2	134-187	134-187	134-085
R1	134-123	134-123	134-072	134-155
PP	134-052	134-052	134-052	134-068
S1	133-308	133-308	134-048	134-020
S2	133-237	133-237	134-035
S3	133-102	133-173	134-023
S4	132-287	133-038	133-306

Weekly Pivots for week ending 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-030	135-260	134-178
R3	135-135	135-045	134-119
R2	134-240	134-240	134-099
R1	134-150	134-150	134-080	134-195
PP	134-025	134-025	134-025	134-048
S1	133-255	133-255	134-040	133-300
S2	133-130	133-130	134-021
S3	132-235	133-040	134-001
S4	132-020	132-145	133-262

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-115	133-220	0-215	0.5%	0-114	0.3%	74%	True	False	773,977
10	134-115	132-200	1-235	1.3%	0-158	0.4%	90%	True	False	929,633
20	134-115	131-220	2-215	2.0%	0-162	0.4%	94%	True	False	889,697
40	134-115	131-220	2-215	2.0%	0-154	0.4%	94%	True	False	853,310
60	134-115	131-220	2-215	2.0%	0-169	0.4%	94%	True	False	860,816
80	134-115	131-030	3-085	2.4%	0-171	0.4%	95%	True	False	648,495
100	134-180	131-030	3-150	2.6%	0-150	0.3%	89%	False	False	518,874
120	134-180	131-030	3-150	2.6%	0-127	0.3%	89%	False	False	432,396

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	136-049
2.618	135-148
1.618	135-013
1.000	134-250
0.618	134-198
HIGH	134-115
0.618	134-063
0.500	134-048
0.382	134-032
LOW	133-300
0.618	133-217
1.000	133-165
1.618	133-082
2.618	132-267
4.250	132-046

Fisher Pivots for day following 16-Nov-2012
Pivot	1 day	3 day
R1	134-056	134-042
PP	134-052	134-025
S1	134-048	134-008

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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